+2,316.3%
ICE vs WEC
+999.9%
+1,316.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -0.7% | -0.3% | -0.4% | -0.5% |
| 30D | +7.6% | -1.3% | +8.9% | +8.3% |
| 3M | +13.9% | -3.9% | +17.9% | +16.3% |
| 6M | -2.4% | -8.3% | +6.0% | +2.2% |
| YTD | +0.3% | +3.1% | -2.8% | -2.3% |
| 1Y | -6.4% | +1.9% | -8.4% | -8.4% |
| 3Y | +43.1% | +41.9% | +1.2% | +13.2% |
| 5Y | +42.1% | +30.8% | +11.3% | +15.8% |
| 10Y | +220.9% | +141.9% | +79.0% | +47.2% |
| All | +2,316.3% | +999.9% | +1,316.3% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling